Given the importance of the crude oil and natural gas futures markets, the intra-market correlations in these markets play an important role in pricing, hedging and managing the risks of energy ...
More Mark Pengelly articles
The new normal
Pototschnig dismisses concerns of energy firms over European Regulation on Energy Market Integrity and Transparency
OTC commodity swaps valuation, hedging and trading
Energy Risk's prestigious Europe and North America awards open for entries from market participants
Cutting edge: Hedging price and volumetric risks of fixed-price load-serving contracts in natural gas markets
Price reporting agencies among the most vehement critics of potential EU rules on benchmark indexes
Cutting edge: Jamshidian decomposition for pricing European energy commodity swaptions
The costs of separation
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.